Fixes #5001.

Description

Raise error if no weights are converted.

Status

Ready

Types of changes

• Non-breaking change (fix or new feature that would not break existing functionality).
• Breaking change (fix or new feature that would cause existing functionality to change).
• New tests added to cover the changes.
• Integration tests passed locally by running ./runtests.sh -f -u --net --coverage.
• Quick tests passed locally by running ./runtests.sh --quick --unittests --disttests.
• In-line docstrings updated.
• Documentation updated, tested make html command in the docs/ folder.